I know this may sound like an odd question, but are you running SP2? I've experienced issues with microsoft products not integrating properly without it, and I just read a little blurb about dx9.0c needing SP2.
If you're not, run the SP2 install and then run the dx9.0c install again.
Notice: I will not be held responsible if this breaks other games. I've been running SP2 since it first became available and havn't experienced a single problem, but that doesn't mean that you won't.